Anic Equity¶

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Total return since start: 0.611 %¶

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Equity now: -----------------------------> 49204.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43287.08 Kr¶

PnL: ---------------------------------------> -1588.5 Kr¶

DD now: ---------------------------------> -7.372 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:49:57.131117'

Anic Portfolio¶

Today¶

Return: -0.03 %¶

This Week¶

Return: -3.048 %¶

Total portfolio value¶

Return including deposits: 61.083 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.830000 1519.460000 96.460000 6.780000 1423.000014
JM 7 3.310000 961.800000 11.800000 1.240000 950.000002
Hennes & Mauritz B 6 0.710000 923.400000 11.400000 1.250000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
Atrium Ljungberg B 5 -0.280000 901.000000 -3.000000 -0.330000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
BioGaia B 8 -0.890000 892.800000 -11.200000 -1.240000 904.000000
ASSA ABLOY B 4 -0.730000 981.600000 -11.400000 -1.150000 993.000000
Eastnine 6 -1.830000 643.200000 -13.800000 -2.100000 657.000000
Biotage 1 -0.750000 132.000000 -17.000000 -11.410000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.540000 886.200000 -22.800000 -2.510000 909.000000
INVISIO 15 -0.630000 3547.500000 -24.500000 -0.690000 3571.999995
Bufab 3 -0.850000 1049.400000 -26.600000 -2.470000 1076.000001
Vitrolife 3 -1.460000 648.600000 -28.400000 -4.190000 677.000001
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
AcadeMedia 20 -1.950000 947.200000 -30.800000 -3.150000 978.000000
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Latour B 4 -0.920000 822.000000 -34.000000 -3.970000 856.000000
EQT 4 1.160000 837.200000 -35.800000 -4.100000 873.000000
Vitec Software Group B 2 -0.740000 1068.000000 -36.000000 -3.260000 1104.000000
Sandvik 4 -1.220000 812.000000 -36.000000 -4.250000 848.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
Byggmax Group 33 -0.710000 927.960000 -39.040000 -4.040000 966.999990
Sagax B 4 -1.360000 844.000000 -41.000000 -4.630000 885.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
Hexatronic Group 15 -1.150000 1029.300000 -41.700000 -3.890000 1071.000000
Gränges 10 -2.160000 997.000000 -42.000000 -4.040000 1039.000000
Catena 2 0.000000 762.800000 -43.200000 -5.360000 806.000000
Addnode Group B 7 -1.360000 861.000000 -44.000000 -4.860000 904.999998
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
SKF B 5 -1.010000 935.000000 -45.000000 -4.590000 980.000000
HEXPOL B 8 -0.090000 886.400000 -70.600000 -7.380000 957.000000
Hexagon B 26 -1.130000 3300.700000 -119.300000 -3.490000 3420.000012
Orrön Energy 170 -2.840000 1919.300000 -126.700000 -6.190000 2045.999980
VEF 788 -0.800000 1754.090000 -148.910000 -7.830000 1903.000300
Sedana Medical 93 0.360000 2570.520000 -413.060000 -13.840000 2983.577733
TOTAL 43287.080000 -1588.500000 -7.37171% 44875.578016

Updated:¶

'2023-06-22 15:50:13.665220'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶